-79.3%
QBTX vs VT
+38.3%
-117.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.3% | -5.6% | -3.8% |
| 7D | -21.9% | +2.4% | -24.2% | -32.5% |
| 30D | -43.7% | -1.5% | -42.2% | -32.0% |
| 3M | -83.3% | -4.1% | -79.2% | -74.5% |
| 6M | -89.1% | +0.6% | -89.7% | -86.1% |
| YTD | -95.1% | +11.0% | -106.1% | -96.2% |
| 1Y | -95.0% | +13.3% | -108.3% | -96.5% |
| All | -79.3% | +38.3% | -117.7% | -91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling